+267.2%
KLAC vs SSNC
+46.7%
+220.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.6% | -3.0% |
| 7D | +2.5% | -6.7% | +9.2% | +4.0% |
| 30D | -11.5% | -0.8% | -10.7% | -11.5% |
| 3M | -16.9% | +16.1% | -33.0% | -20.6% |
| 6M | +22.2% | +7.9% | +14.3% | +20.6% |
| YTD | +46.4% | -8.7% | +55.1% | +58.9% |
| 1Y | +91.0% | -9.5% | +100.5% | +108.2% |
| All | +267.2% | +46.7% | +220.4% | +202.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SSNC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling